DESCRIPTION

Package: freqdom
Type: Package
Title: Frequency Domain Based Analysis: Dynamic PCA
Version: 2.0.2
Date: 2022-04-17
Author: Hormann S., Kidzinski L.
Maintainer: Kidzinski L. <lukasz.kidzinski@stanford.edu>
Description: Implementation of dynamic principal component
    analysis (DPCA), simulation of VAR and VMA processes and frequency domain tools. 
    These frequency domain methods for dimensionality reduction of multivariate time series
    were introduced by David Brillinger in his book Time Series (1974). We follow implementation
    guidelines as described in Hormann, Kidzinski and Hallin (2016),
    Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.
License: GPL-3
Depends:
    R (>= 2.15.0),
    mvtnorm,
    stats,
    graphics,
    base,
    matrixcalc,
    utils
Suggests:
    fda,
    MASS,
    MARSS,
    testthat (>= 3.0.0)
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.2
Config/testthat/edition: 3